+70.4%
KRE vs FSLY
+5.6%
+64.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | +7.5% | -8.9% | -2.0% |
| 30D | -3.9% | -21.1% | +17.2% | -2.3% |
| 3M | +3.6% | +21.8% | -18.1% | +1.3% |
| 6M | +15.4% | -0.1% | +15.5% | +12.1% |
| YTD | +15.2% | +123.1% | -107.9% | +2.3% |
| 1Y | +16.5% | +208.6% | -192.1% | -0.7% |
| 3Y | +85.2% | -1.3% | +86.4% | +67.0% |
| 5Y | +33.1% | -48.4% | +81.5% | +17.1% |
| All | +70.4% | +5.6% | +64.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling